-8.1%
PATH vs GFS
+8.5%
-16.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | +0.5% |
| 7D | -5.3% | -7.8% | +2.5% | -6.0% |
| 30D | -0.5% | -19.7% | +19.1% | -2.6% |
| 3M | -7.1% | -23.1% | +16.0% | -9.2% |
| 6M | +23.8% | -46.4% | +70.2% | +17.3% |
| YTD | -20.7% | +11.0% | -31.7% | -28.4% |
| 1Y | -8.1% | +12.6% | -20.7% | -12.1% |
| All | -8.1% | +8.5% | -16.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GFS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling